Access Statistics for Venus Khim-Sen Liew

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Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Non-parametric Bootstrap Simulation Study in ESTAR (1) Model 1 1 2 298 2 4 28 1,456
A complementary test for ADF test with an application to the exchange rates returns 1 1 2 225 7 12 38 1,228
An Empirical Investigation of Purchasing Power Parity for a Transition Economy - Cambodia 0 0 1 30 4 9 15 93
Are Asian Real Exchange Rates Stationary? 1 2 3 404 1 3 20 993
Are Non-Linear Dynamics a Universal Occurrence? Further Evidence From Asian Stock Markets 0 0 0 191 0 3 9 561
CAUSAL RELATIONSHIPS BETWEEN EXCHANGE RATES AND STOCK PRICES IN MALAYSIA AND THAILAND DURING THE 1997 CURRENCY CRISIS TURMOIL 0 0 15 886 3 14 63 2,463
Calendar anomalies in the Malaysian stock market 0 0 3 332 1 3 19 1,027
Day-of-the-week effects in selected East Asian stock markets 3 5 27 172 4 15 96 504
Does Fisher hypothesis hold for the East Asian Economies? an application of panel unit root tests 2 3 9 54 4 8 20 136
Does Hysteresis in Unemployment Occur in OECD Countries? Evidence from Parametric and Non-Parametric Panel Unit Roots Tests 0 0 2 82 2 8 23 257
Early warning indicator of economic vulnerability 3 4 16 90 4 10 39 143
Effects of ARCH Errors on Autoregressive Lag Length Selection Criteria 0 0 0 0 0 1 10 322
Effects of STAR and TAR types nonlinearities on order selection criteria 1 1 1 209 1 3 11 720
Exchange Rate and Trade Balance Relationship: The Experience of ASEAN Countries 2 11 52 2,153 6 38 163 7,222
Exchange Rate – Relative Price Relationship: Nonlinear Evidence from Malaysia 0 2 3 272 0 4 16 1,177
Exchange Rate – Relative Price Relationship: Nonlinear Evidence from Malaysia 0 1 1 301 1 2 20 1,583
Exchange Rates Forecasting Model: An Alternative Estimation Procedure 0 2 8 1,656 0 2 29 4,337
Export-led Growth Hypothesis in Malaysia: An Application of Two- Stage Least Square Technique 4 4 18 1,183 5 11 55 3,205
Financial Development and Economic Growth in Malaysia: The Stock Market Perspective 3 10 72 2,946 8 28 297 10,519
Fisher hypothesis: East Asian evidence from panel unit root tests 0 1 4 95 1 11 25 206
Forecasting Performance of Logistic STAR Exchange Rate Model: The Original and Reparameterised Versions 0 0 2 417 0 1 14 1,330
Forecasting malaysian business cycle movement: empirical evidence from composite leading indicator 0 6 37 139 5 41 215 643
Forecasting performance of Logistic STAR exchange rate model: The original and reparameterised versions 2 2 5 95 2 2 17 515
GARCH Diagnosis with Portmanteau Bicorrelation Test: An Application on the Malaysia's Stock Market 1 3 21 463 3 15 57 1,450
How Well the Ringgit-Yen Rate Fits the Non-linear Smooth Transition Autoregressive and Linear Autoregressive Models 0 0 1 183 0 1 12 869
Income convergence: fresh evidence from the Nordic countries 1 1 2 44 1 2 11 134
Income convergence? Evidence of non-linearity in the East Asian Economies: A comment 0 0 1 88 3 3 13 250
International Diversification Benefits in ASEAN Stock Markets: a Revisit 0 1 8 570 0 2 21 2,145
Is Money Neutral In Stock Market? The Case of Malaysia 0 0 9 61 1 5 25 171
Linear and nonlinear monetary approaches to the exchange rate of the Philippines peso-Japanese yen 0 1 3 73 0 1 11 194
Linearity and stationarity of G7 government bond returns 0 0 1 14 0 0 9 69
Linearity and stationarity of South Asian real exchange rates 0 0 0 93 1 4 13 250
Long-run validity of purchasing power parity and rank tests for cointegration for Central Asian Countries 0 0 4 74 3 3 26 211
Macroeconomic Determinants of Direct Investment Abroad of Singapore 0 2 10 17 3 10 42 74
Monetary Model of Exchange Rate for Thailand: Long-run Relationship and Monetary Restrictions 1 2 10 177 5 10 38 458
Monetary exchange rate model: supportive evidence from nonlinear testing procedures 0 0 4 119 2 5 17 297
Nonlinear Mean Reversion in Real Exchange Rates: Evidence from the ASEAN-5 0 1 2 201 1 4 12 479
ON THE FORECASTABILITY OF ASEAN-5 STOCK MARKETS RETURNS USING TIME SERIES MODELS 0 0 4 481 1 2 8 1,078
On Autoregressive Order Selection Criteria 0 2 6 595 0 4 29 1,642
On Singaporean Dollar and Purchasing Power Parity 0 0 2 236 0 8 29 1,530
On Singaporean Dollar and Purchasing Power Parity 0 1 4 95 0 2 19 540
On Singaporean Dollar-U.S. Dollar and Purchasing Power Parity 0 0 1 162 4 10 42 1,578
On Singaporean Dollar-U.S. Dollar and Purchasing Power Parity 0 2 2 268 0 2 29 1,843
Purchasing Power Parity (PPP) in a Transition Economy - Cambodia: Empirical Evidence from Bilateral Exchange Rates 1 3 7 50 7 18 34 175
Purchasing power parity in Asian economies: further evidence from rank tests for cointegration 0 2 5 9 0 4 19 40
Real interest rate parity: evidence from East Asian economies relative to China 0 0 4 177 1 7 24 558
Real interest rates equalization: The case of Malaysia and Singapore 0 0 3 204 0 0 15 996
Revisiting the Performance of MACD and RSI Oscillators 0 4 15 15 3 12 39 39
Selected Macroeconomic Determinants of Foreign Direct Investment Outflow of Singapore 2 4 11 91 4 14 68 328
Selected Macroeconomic Determinants of Foreign Direct Investment Outflow of Singapore 1 2 7 75 2 12 33 236
Testing for Non-Linearity in ASEAN Financial Markets 0 0 0 275 0 0 12 701
Testing nonlinear convergence in Malaysia,1965-2003 1 1 3 61 2 2 10 152
The Performance of AICC as an Order Selection Criterion in ARMA Time Series Models 1 2 6 398 1 8 42 1,384
The Predictability of ASEAN-5 Exchange Rates 0 0 4 358 2 3 14 1,008
The Validity of PPP Revisited: An Application of Non-linear Unit Root Test 0 0 1 297 1 1 14 767
The real interest rate differential: international evidence based on nonlinear unit root tests 0 0 1 165 2 7 26 669
Time series modelling and forecasting of Sarawak black pepper price 1 3 8 152 6 15 57 745
Value Creation and Long Term Performance of Hong Kong Spinoffs 0 0 0 0 0 1 8 220
Weak-form Efficient Market Hypothesis, Behavioural Finance and Episodic Transient Dependencies: The Case of the Kuala Lumpur Stock Exchange 0 1 13 1,581 2 17 113 7,404
Total Working Papers 33 94 466 20,152 122 447 2,233 71,324


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
An empirical investigation of purchasing power parity for a transition economy - Cambodia 1 2 5 62 1 3 24 191
Applied International Business Conference 2008 0 0 0 0 0 0 3 11
Are Asian real exchange rates stationary? 0 0 1 124 0 2 12 388
Are Sectoral Outputs in Pakistan Led by Energy Consumption? 0 3 16 59 1 7 36 142
Assessing the Forecastibility of ESTAR Model: Some Evidence from Ringgit/Yen Rate 0 0 0 0 1 2 11 271
Asymmetry dynamics in real exchange rates: New results on East Asian currencies 0 0 4 26 1 3 20 74
Autoregressive Lag Length Selection Criteria in the Presence of ARCH Errors 1 2 11 19 1 6 61 127
Day-of-the-week effects in Selected East Asian stock markets 0 0 6 11 0 2 19 45
Does Fisher Hypothesis Hold for the East Asian Economies? An Application of Panel Unit Root Tests 0 0 6 31 0 0 11 65
Does the US IT stock market dominate other IT stock markets: Evidence from multivariate GARCH model 0 0 2 3 1 4 21 39
Estimation of the Autoregressive Order in the Presence of Measurement Errors 0 1 3 6 0 1 10 21
Exchange Rate – Relative Price Nonlinear Cointegration Relationship in Malaysia 0 0 1 5 0 4 18 38
Forecasting Performance of Exponential Smooth Transition Autoregressive Exchange Rate Models 0 0 1 217 0 0 14 686
Impact of foreign direct investment volatility on economic growth of asean-5 countries 5 13 40 254 22 42 131 608
Income Divergence? Evidence of Non-linearity in the East Asian Economies 0 0 3 4 0 2 16 25
Income convergence: fresh evidence from the Nordic countries 0 0 0 14 1 1 6 61
India-ASEAN-5 Economic Integration: Impact of Liberalization 0 0 0 0 0 3 12 521
International Conference in Economics and Finance 2005 (ICEF 2005) 0 0 0 0 0 0 3 9
Is There Any International Diversification Benefits in ASEAN Stock Markets? 1 5 10 75 6 14 46 274
Is money neutral in stock market? The case of Malaysia 1 3 5 77 2 6 29 243
Is there a nonlinear long-run relation in the U.S. interest rate and inflation? 2 5 16 59 2 7 34 133
Linear and nonlinear monetary approaches to the exchange rate of the Philippines peso-Japanese yen 0 0 2 37 1 1 16 138
Linearity and Stationarity of South Asian Real Exchange Rates 0 0 0 0 1 1 14 102
Linearity and stationarity of G7 government bond returns 0 3 6 39 0 3 18 124
Long-run validity of purchasing power parity and rank tests for cointegration for Central Asian countries 0 0 5 20 0 0 14 85
MONEY DEMAND IN MALAYSIA: FURTHER EMPIRICAL EVIDENCE 0 0 0 7 1 5 31 609
Monetary Model of Exchange Rate for Thailand: Long-run Relationship and Monetary Restrictions 0 0 5 55 0 0 13 130
NEW EVIDENCE ON THE OUTPUT-INFLATION TRADE-OFF FROM ASEAN-5 ECONOMIES 0 0 0 0 0 4 13 236
Non-linearities in Real Interest Rate Parity: Evidence from OECD and Asian Developing Economies 0 0 1 17 0 0 13 71
Nonlinear Adjustment of ASEAN-5 Real Exchange Rates: Symmetrical or Asymmetrical? 0 0 2 6 0 0 14 32
Nonlinear Adjustment towards Purchasing Power Parity in ASEAN Exchange Rates 0 0 0 0 0 1 11 316
Nonlinear mean reversion in stock prices: evidence from Asian markets 0 0 1 85 0 2 16 288
On the application of the rank tests for nonlinear cointegration to PPP: The case of Papua New Guinea 2 3 19 33 3 6 46 97
Purchasing power parity in Asian economies: further evidence from rank tests for cointegration 0 1 1 30 0 7 21 136
Real Interest Rates Equalization: The Case of Malaysia and Singapore 0 0 0 4 0 0 15 315
Real interest rate parity in the ASEAN-5 countries: a nonlinear perspective 0 0 1 31 1 1 10 107
Revisiting Purchasing Power Parity for Central Asian Countries Using Threshold Cointegration Tests 3 4 10 100 6 10 29 248
Revisiting the Performance of MACD and RSI Oscillators 0 5 27 27 8 28 96 96
Statistical Inadequacy of GARCH Models for Asian Stock Markets 0 0 1 1 0 0 7 7
THE REAL INTEREST RATE DIFFERENTIAL: INTERNATIONAL EVIDENCE BASED ON NON-LINEAR UNIT ROOT TESTS 0 0 2 51 0 0 10 199
Testing rational expectations hypothesis in the manufacturing sector in Malaysia 1 1 5 10 1 3 20 33
The inadequacy of linear autoregressive model for real exchange rates: empirical evidence from Asian economies 0 0 1 132 1 3 25 586
Time series test of nonlinear convergence and transitional dynamics 1 1 5 55 2 6 17 152
Which Lag Length Selection Criteria Should We Employ? 17 51 164 207 58 185 726 926
Total Journal Articles 35 103 388 1,993 122 375 1,732 9,005


Statistics updated 2015-03-02